GitHub - George-Creekbed/Finance-related: a few scripts in C++. Mainly numerical integration, bootstrapping bond curves, etc · GitHub

Name		Name	Last commit message	Last commit date
Latest commit History 1 Commit
BlackScholesFormula		BlackScholesFormula
BootstrappingHelper		BootstrappingHelper
MultiDimSecantMethod		MultiDimSecantMethod
NewtonRaphson		NewtonRaphson
TryEigen		TryEigen
bondEvaluator		bondEvaluator
implicitVolatility		implicitVolatility
numericalQuadrature		numericalQuadrature
numericalQuadratureFunctional		numericalQuadratureFunctional

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a few scripts in C++. Mainly numerical integration, bootstrapping bond curves, etc

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